Analysis of longevity risk. A contribution to the Financial Assessment Framework (FTK)

  • Suzanne de Boef Suzanne de Boef

In this master’s thesis longevity risk is investigated. The report provides an overview of the current modeling techniques and how uncertainties are included. The main research question goes a step further and links the risk of longevity to what the impact is for a pension fund in the form of a risk margin.

Netspar, Network for Studies on Pensions, Aging and Retirement, is a thinktank and knowledge network. Netspar is dedicated to promoting a wider understanding of the economic and social implications of pensions, aging and retirement in the Netherlands and Europe.

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